2014-04-09 |
MARKET DATA |
No 69 (2351) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
1 000,00 |
1 032,01 |
77 |
2 500,00 |
2 650,91 |
31 |
3 500,00 |
3 682,92 |
108 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0414 |
PL0000105433 |
100,12 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,32 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,80 |
102,81 |
102,800 |
102,800 |
102,800 |
102,800 |
102,800 |
50 000 |
54,04 |
3 |
OK0715 |
PL0000107405 |
96,57 |
96,59 |
96,590 |
96,590 |
96,590 |
96,590 |
96,590 |
10 000 |
9,66 |
1 |
DS1015 |
PL0000103602 |
105,12 |
105,12 |
105,120 |
105,120 |
105,120 |
105,120 |
105,120 |
35 000 |
37,80 |
2 |
OK0116 |
PL0000107587 |
95,01 |
95,00 |
95,000 |
95,000 |
95,000 |
95,000 |
95,000 |
25 000 |
23,75 |
2 |
PS0416 |
PL0000106340 |
104,02 |
104,04 |
104,040 |
104,040 |
104,040 |
104,040 |
104,040 |
25 000 |
27,21 |
1 |
OK0716 |
PL0000107926 |
93,49 |
93,41 |
93,500 |
93,500 |
93,450 |
93,450 |
93,472 |
120 000 |
112,17 |
6 |
PS1016 |
PL0000106795 |
104,20 |
104,19 |
104,230 |
104,230 |
104,230 |
104,230 |
104,230 |
10 000 |
10,64 |
1 |
PS0417 |
PL0000107058 |
104,64 |
104,60 |
104,620 |
104,650 |
104,600 |
104,600 |
104,613 |
60 000 |
65,51 |
5 |
DS1017 |
PL0000104543 |
106,73 |
106,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,66 |
101,57 |
101,550 |
101,670 |
101,520 |
101,600 |
101,571 |
115 000 |
120,95 |
9 |
PS0718 |
PL0000107595 |
96,58 |
96,50 |
96,500 |
96,550 |
96,500 |
96,500 |
96,528 |
165 000 |
162,21 |
15 |
DS1019 |
PL0000105441 |
109,85 |
109,75 |
109,750 |
109,910 |
109,750 |
109,910 |
109,816 |
95 000 |
106,73 |
7 |
DS1020 |
PL0000106126 |
108,91 |
108,81 |
108,850 |
108,850 |
108,850 |
108,850 |
108,850 |
10 000 |
11,13 |
1 |
DS1021 |
PL0000106670 |
111,96 |
111,79 |
111,830 |
111,830 |
111,830 |
111,830 |
111,830 |
10 000 |
11,45 |
1 |
WS0922 |
PL0000102646 |
112,37 |
112,18 |
112,230 |
112,400 |
112,230 |
112,400 |
112,317 |
30 000 |
34,64 |
3 |
DS1023 |
PL0000107264 |
99,60 |
99,37 |
99,480 |
99,570 |
99,380 |
99,470 |
99,467 |
180 000 |
182,35 |
17 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,13 |
110,00 |
114,100 |
114,100 |
114,100 |
114,100 |
114,100 |
10 000 |
11,96 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,36 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,62 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,81 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,43 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,03 |
99,03 |
99,020 |
99,020 |
99,020 |
99,020 |
99,020 |
50 000 |
49,80 |
2 |
WZ0121 |
PL0000106068 |
98,06 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,82 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 000 000 |
1 032,01 |
77 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0216 |
XS0242491230 |
105,40 |
105,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,60 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,90 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,30 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,00 |
116,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,00 |
115,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,00 |
119,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,13 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
104,32 |
104,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,75 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
123,25 |
125,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,30 |
99,37 |
2,45 |
2,20 |
99,34 |
2,31 |
WZ0115 |
PL0000106480 |
100,03 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,79 |
102,84 |
2,74 |
2,69 |
102,82 |
2,71 |
OK0715 |
PL0000107405 |
96,53 |
96,61 |
2,78 |
2,71 |
96,57 |
2,75 |
DS1015 |
PL0000103602 |
105,10 |
105,17 |
2,80 |
2,75 |
105,14 |
2,77 |
OK0116 |
PL0000107587 |
94,96 |
95,04 |
2,93 |
2,88 |
95,00 |
2,90 |
PS0416 |
PL0000106340 |
103,97 |
104,09 |
2,96 |
2,90 |
104,03 |
2,93 |
OK0716 |
PL0000107926 |
93,43 |
93,51 |
3,01 |
2,97 |
93,47 |
2,99 |
IZ0816 |
PL0000103529 |
104,20 |
104,62 |
--- |
--- |
104,41 |
--- |
PS1016 |
PL0000106795 |
104,07 |
104,22 |
3,05 |
2,99 |
104,15 |
3,02 |
WZ0117 |
PL0000106936 |
99,77 |
99,87 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,54 |
104,68 |
3,16 |
3,11 |
104,61 |
3,13 |
DS1017 |
PL0000104543 |
106,57 |
106,73 |
3,25 |
3,20 |
106,65 |
3,22 |
WZ0118 |
PL0000104717 |
99,37 |
99,49 |
--- |
--- |
99,43 |
--- |
PS0418 |
PL0000107314 |
101,49 |
101,60 |
3,35 |
3,32 |
101,55 |
3,33 |
PS0718 |
PL0000107595 |
96,43 |
96,55 |
3,40 |
3,37 |
96,49 |
3,39 |
WZ0119 |
PL0000107603 |
98,95 |
99,08 |
--- |
--- |
99,02 |
--- |
DS1019 |
PL0000105441 |
109,64 |
109,80 |
3,55 |
3,52 |
109,72 |
3,53 |
DS1020 |
PL0000106126 |
108,60 |
108,87 |
3,74 |
3,69 |
108,74 |
3,71 |
WZ0121 |
PL0000106068 |
98,02 |
98,23 |
--- |
--- |
98,13 |
--- |
DS1021 |
PL0000106670 |
111,62 |
111,87 |
3,93 |
3,90 |
111,75 |
3,91 |
WS0922 |
PL0000102646 |
112,02 |
112,28 |
4,04 |
4,00 |
112,15 |
4,02 |
IZ0823 |
PL0000105359 |
104,44 |
105,06 |
--- |
--- |
104,75 |
--- |
DS1023 |
PL0000107264 |
99,26 |
99,43 |
4,09 |
4,07 |
99,35 |
4,08 |
WZ0124 |
PL0000107454 |
96,73 |
96,92 |
--- |
--- |
96,83 |
--- |
WS0429 |
PL0000105391 |
113,23 |
113,99 |
4,52 |
4,45 |
113,61 |
4,48 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,30 |
99,36 |
2,45 |
2,24 |
99,33 |
2,34 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,78 |
102,84 |
2,75 |
2,69 |
102,81 |
2,72 |
OK0715 |
PL0000107405 |
96,55 |
96,61 |
2,76 |
2,71 |
96,58 |
2,74 |
DS1015 |
PL0000103602 |
105,08 |
105,15 |
2,81 |
2,77 |
105,12 |
2,79 |
OK0116 |
PL0000107587 |
94,96 |
95,05 |
2,93 |
2,87 |
95,01 |
2,90 |
PS0416 |
PL0000106340 |
103,97 |
104,07 |
2,96 |
2,91 |
104,02 |
2,93 |
OK0716 |
PL0000107926 |
93,45 |
93,53 |
3,00 |
2,96 |
93,49 |
2,98 |
IZ0816 |
PL0000103529 |
104,10 |
104,56 |
--- |
--- |
104,33 |
--- |
PS1016 |
PL0000106795 |
104,11 |
104,26 |
3,03 |
2,97 |
104,19 |
3,00 |
WZ0117 |
PL0000106936 |
99,79 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,54 |
104,67 |
3,16 |
3,11 |
104,61 |
3,13 |
DS1017 |
PL0000104543 |
106,64 |
106,80 |
3,23 |
3,18 |
106,72 |
3,20 |
WZ0118 |
PL0000104717 |
99,40 |
99,50 |
--- |
--- |
99,45 |
--- |
PS0418 |
PL0000107314 |
101,50 |
101,68 |
3,34 |
3,30 |
101,59 |
3,32 |
PS0718 |
PL0000107595 |
96,46 |
96,63 |
3,40 |
3,35 |
96,55 |
3,37 |
WZ0119 |
PL0000107603 |
98,98 |
99,08 |
--- |
--- |
99,03 |
--- |
DS1019 |
PL0000105441 |
109,70 |
109,93 |
3,53 |
3,49 |
109,82 |
3,51 |
DS1020 |
PL0000106126 |
108,75 |
109,02 |
3,71 |
3,67 |
108,89 |
3,69 |
WZ0121 |
PL0000106068 |
98,02 |
98,20 |
--- |
--- |
98,11 |
--- |
DS1021 |
PL0000106670 |
111,78 |
112,04 |
3,91 |
3,87 |
111,91 |
3,89 |
WS0922 |
PL0000102646 |
112,18 |
112,47 |
4,02 |
3,98 |
112,33 |
4,00 |
IZ0823 |
PL0000105359 |
104,42 |
105,07 |
--- |
--- |
104,75 |
--- |
DS1023 |
PL0000107264 |
99,44 |
99,61 |
4,07 |
4,05 |
99,53 |
4,06 |
WZ0124 |
PL0000107454 |
96,77 |
96,89 |
--- |
--- |
96,83 |
--- |
WS0429 |
PL0000105391 |
113,48 |
114,21 |
4,49 |
4,43 |
113,85 |
4,46 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,000 |
2,100 |
2,036 |
110 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,050 |
2,050 |
2,050 |
30 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
35 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
90 |
OK0116 |
PL0000107587 |
0/1 |
1 |
2,360 |
2,400 |
2,390 |
105 |
OK0716 |
PL0000107926 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
15 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,000 |
2,300 |
2,162 |
275 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
365 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
15 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
245 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
5 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,200 |
2,360 |
2,300 |
265 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
500 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
75 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
150 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
135 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
15 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
35 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
15 |
TOTAL |
2 500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.